Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-04-13 0.249434 0.270006 0.292069 0.317591 0.346426 0.378142 0.415867
2025-04-20 0.223259 0.249939 0.279992 0.316655 0.360589 0.412086 0.477832
2025-04-27 0.204288 0.234666 0.270213 0.315458 0.372370 0.442790 0.538505
2025-05-04 0.189290 0.222099 0.261729 0.314029 0.382662 0.471828 0.600310
2025-05-11 0.178114 0.212904 0.256125 0.315055 0.395476 0.504896 0.671845
2025-05-18 0.164624 0.199587 0.243969 0.306047 0.393447 0.516932 0.714626
2025-05-25 0.152422 0.186977 0.231638 0.295471 0.387783 0.522593 0.747962
2025-06-01 0.145687 0.180998 0.227538 0.295659 0.397174 0.551122 0.821870
2025-06-08 0.142411 0.179327 0.229010 0.303629 0.418567 0.600437 0.939692
2025-06-15 0.137609 0.175216 0.226715 0.305759 0.431007 0.636698 1.041331
2025-06-22 0.132183 0.169888 0.222289 0.304224 0.437290 0.663135 1.129460
2025-06-29 0.127249 0.164962 0.218091 0.302622 0.443139 0.689320 1.222590
2025-07-06 0.120185 0.156795 0.208892 0.292861 0.434916 0.689909 1.263396
2025-07-13 0.116634 0.153507 0.206718 0.294058 0.445550 0.727193 1.396860
2025-07-20 0.113125 0.150090 0.204126 0.294329 0.454501 0.762450 1.535988
2025-07-27 0.109716 0.146648 0.201280 0.293924 0.462112 0.796072 1.681773
2025-08-03 0.107009 0.144115 0.199679 0.295451 0.473403 0.839132 1.868919
2025-08-10 0.102365 0.138460 0.192893 0.287606 0.466003 0.840239 1.933209
2025-08-17 0.097659 0.132543 0.185437 0.278161 0.454699 0.831135 1.963665
2025-08-24 0.095359 0.130220 0.183612 0.278492 0.462762 0.867903 2.158206
2025-08-31 0.094678 0.130348 0.185713 0.285914 0.485851 0.944497 2.529976
2025-09-07 0.092939 0.128747 0.184891 0.287940 0.497926 0.996124 2.839028
2025-09-14 0.090642 0.126176 0.182340 0.286579 0.502609 1.029430 3.092938